PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-16 23:46:55.333526+00:00 (UTC)
In US/Central Time, this is 2024-03-16 18:46:55.333526-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897482 -0.475791 0.085640 -0.007693 0.545679 0.254796
1997-01-03 -0.885774 -0.475791 -0.156142 0.007825 0.745238 0.205642
1997-01-06 -0.881871 -0.475791 -0.064722 -0.015452 0.778113 0.269580
1997-01-07 -0.881871 -0.454963 -0.129679 -0.046488 0.837733 0.383184
1997-01-08 -0.893579 -0.454963 -0.022621 -0.085282 0.785773 0.496397
... ... ... ... ... ... ...
2024-03-11 -0.819425 -1.496360 -0.626474 1.869964 0.924504 -0.175697
2024-03-12 -0.842842 -1.506774 -0.792474 1.815651 1.034530 0.037171
2024-03-13 -0.862356 -1.506774 -0.803300 1.761339 1.065001 0.154110
2024-03-14 -0.862356 -1.475532 -0.725112 1.761339 0.887946 0.499773
2024-03-15 -0.862356 -1.496360 -0.725112 1.761339 0.904526 0.499773

7188 rows × 6 columns

../_images/5744ae7bc03a6654b7c59ea80aa225e614b08b86d63c5cb3ae5fcb29005107c8.png
pc1
DATE
1997-01-02   -0.578781
1997-01-03   -0.684972
1997-01-06   -0.667861
1997-01-07   -0.704245
1997-01-08   -0.673897
                ...   
2024-03-11   -1.486100
2024-03-12   -1.589887
2024-03-13   -1.611899
2024-03-14   -1.594678
2024-03-15   -1.603950
Name: PC1, Length: 7188, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../_images/b39e583c564066ed535f83565951db7a78b699a41d5ab9c845f2cc895a425713.png
fig = px.line(pc1)
fig.show()
../_images/7e85880111060b3212dccb766a9d003040fb6412c3ac921d73cfcd8c5ec10bb5.png